The valuation service makes use of Julius Financeâs breakthrough research in model fusion which is uniquely able to price such securities by taking account of all market available information through a next generation unified credit model.
With billions of dollars of CDO write downs, investor demand for independent valuation of complex financial instruments has rapidly increased. Julius Financesâ breakthrough comes at an opportune moment.
Juliusâs technology provides unprecedented visibility for market derived pricing and analytics. The service is designed for bespoke valuation, risk management, catastrophic risk analysis, portfolio management, scenario analysis, structured/hybrid products and trading. The new service provides independent valuation of synthetic CDOs, CDO squared, CPDOs and other credit derivatives for credit traders, credit risk managers, auditors, legal professionals and controllers.
Julius also provides market driven tail risk estimates for credit default swap and corporate bond portfolio managers, and unique insights into monoline companies such as credit derivative product companies (CDPCs).
âWe are proud to announce our new service in providing independent valuations for this range of credit derivativesâ, said Peter Cotton, CEO and Founder of Julius Finance, âWe believe we are the only provider on the market able to do so using a unified credit modelâ.